As I'm sure you will learn elsewhere on this site, ORGASM and EJACULATION are actually two different processes in the body. Orgasm actually occurs in the brain, if you think about it, which then signals your body to pump out sperm and seminal fluid (not always containing sperm, by the way). You can ejaculate without the massive feeling of an orgasm, and you CAN experience an orgasm without ejaculation.
Also, each person matures sexually in their own time, and iin their own way. You are maturing into your sexuality just as your particular body needs to do it, so try not to worry too much just yet. If you were well into your 30s and still not ejaculating THEN you might want to be concerned. But for now, enjoy the great sensations of masturbation without the need for a cleanup afterwards! It'll come when it's ready. (no pun intended)